+11.0%
BAX vs SPXL
+7,736.1%
-7,725.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.5% | -0.9% | -4.6% | -5.3% |
| 3M | +33.5% | +2.0% | +31.5% | +32.4% |
| 6M | +35.9% | +33.5% | +2.3% | +26.4% |
| YTD | +35.4% | +32.2% | +3.2% | +26.2% |
| 1Y | +9.8% | +48.9% | -39.1% | -0.7% |
| 3Y | -32.7% | +222.9% | -255.6% | -50.9% |
| 5Y | -65.6% | +140.7% | -206.3% | -74.8% |
| 10Y | -34.9% | +1,192.7% | -1,227.6% | -71.6% |
| All | +11.0% | +7,736.1% | -7,725.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling